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Summary Econometrics 1 UvA first two weeks
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  • Course
  • Econometrics 1 (6012B0374Y)
  • Institution
  • Universiteit Van Amsterdam (UvA)

This is a summary of the first two weeks of the course Econometrics 1 (6012B0374Y) at UvA. The complete summary of all the course material is available on my Stuvia. This free document is for you to get through the first weeks of this course easier and if it helps, you can buy the full summary. Goo...

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Document information

  • February 8, 2023
  • 4
  • 2020/2021
  • Summary

Subjects

  • econometrics 1

Written for

  • Universiteit van Amsterdam (UvA)
  • Econometrics
  • Econometrics 1 (6012B0374Y)
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Over view lecture 1a


Basic model least to estimate P
regressies squares
'

b)
'


( g- ✗ b) (
'

zei ✗
13 Pz 13h
min
✗ i. 2 c- e. e
= = -

+
yi
= + + +
X k Ei =
1 n
-


,
.




, .
. . .
.




,
.




is

'
b
' ' '
'
✗ b- ✗
b b. ✗ ✗
'
+
g. y y
= -




row
of ✗ Xi column of ✗ Xj
'

: :
,


/ '



yty ✗b ✗ ✗b
'

b.
=
z +
-




✗ b
fitted values : =
.




'
✗ ✗ Jb
' ' '

s zei =
0 -
2 ✗
y + [ ✗ ✗ +

=
✗b →
e
y
.
- =


y
-




'

✗b
'
✗
y ✗
=
-
+ =
o

estimated model =
✗ b. te
y
'

:




{
'




{
( ✗ b- g)
' '

✗ ✗ ✗ b ✗
y
=




'
'

# ✗5
'
× D= ✗
Differentiatie
e
y

sáx
dG AÏ
→ = =




Projecten matrix
j ' ' '
(✗ )
-




we have ✗ b and D= × ✗
y
=
,

→ SAI =
a
'
'



✗ (✗ × )
H
' -




then ✗ His
2X =
y
=
.




project ion

[A
'
] columns of X

Jxjxtx
→ = -1A × matrix on .




Then
y
=
Û te =

H + (l -



1-1)
y
=


H +
M




ijijijijijij
ij ij S. Veeling

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